On Deterministic Control Problems: An Approximation Procedure for the Optimal Cost I. The Stationary Problem

DOI10.1137/0323018MaRDI QIDQ3676723zbMATH OpenOpenAlexFDO

Authors E. Rofman, R. L. V. González

Publication date 1985

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0323018

zbMATH Keywords

approximate solutionsBellman equationconvergenceimpulse controlsinfinite horizonoptimal deterministic controloptimal stopping

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15) Numerical methods of relaxation type (49M20) Stopping times; optimal stopping problems; gambling theory (60G40) Numerical optimization and variational techniques (65K10) Dynamic programming (90C39) Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99)

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